Delete multiple objects in the Outliner
You can be excused for being confused as it would seem logical to click the names of the object - rather you should click further down the bar and you will see the row colour change tone. You don't even need to hold down shift to select more items. Note that selecting items this way has nothing to do with the selection in the 3D window. Once selected you can just right click and select 'delete'.

Other keys that work here - A toggle (select all/ deselect all) note colour tone difference. Also B box select, and then middle box to remove select, work here.

Once you see how it works ...it is pretty efficient.